CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9795 |
0.0008 |
0.1% |
0.9819 |
| High |
0.9806 |
0.9821 |
0.0015 |
0.2% |
0.9885 |
| Low |
0.9767 |
0.9761 |
-0.0006 |
-0.1% |
0.9781 |
| Close |
0.9791 |
0.9762 |
-0.0029 |
-0.3% |
0.9786 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0104 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,664 |
73,468 |
8,804 |
13.6% |
157,149 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9922 |
0.9795 |
|
| R3 |
0.9901 |
0.9862 |
0.9779 |
|
| R2 |
0.9841 |
0.9841 |
0.9773 |
|
| R1 |
0.9802 |
0.9802 |
0.9768 |
0.9792 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9776 |
| S1 |
0.9742 |
0.9742 |
0.9757 |
0.9732 |
| S2 |
0.9721 |
0.9721 |
0.9751 |
|
| S3 |
0.9661 |
0.9682 |
0.9746 |
|
| S4 |
0.9601 |
0.9622 |
0.9729 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0062 |
0.9843 |
|
| R3 |
1.0025 |
0.9958 |
0.9815 |
|
| R2 |
0.9921 |
0.9921 |
0.9805 |
|
| R1 |
0.9854 |
0.9854 |
0.9796 |
0.9836 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9808 |
| S1 |
0.9750 |
0.9750 |
0.9776 |
0.9732 |
| S2 |
0.9713 |
0.9713 |
0.9767 |
|
| S3 |
0.9609 |
0.9646 |
0.9757 |
|
| S4 |
0.9505 |
0.9542 |
0.9729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9761 |
0.0124 |
1.3% |
0.0055 |
0.6% |
1% |
False |
True |
45,574 |
| 10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
51% |
False |
False |
74,593 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
51% |
False |
False |
75,742 |
| 40 |
0.9980 |
0.9554 |
0.0426 |
4.4% |
0.0075 |
0.8% |
49% |
False |
False |
38,869 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
34% |
False |
False |
26,017 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
34% |
False |
False |
19,543 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0062 |
0.6% |
34% |
False |
False |
15,654 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0056 |
0.6% |
34% |
False |
False |
13,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
0.9978 |
|
1.618 |
0.9918 |
|
1.000 |
0.9881 |
|
0.618 |
0.9858 |
|
HIGH |
0.9821 |
|
0.618 |
0.9798 |
|
0.500 |
0.9791 |
|
0.382 |
0.9784 |
|
LOW |
0.9761 |
|
0.618 |
0.9724 |
|
1.000 |
0.9701 |
|
1.618 |
0.9664 |
|
2.618 |
0.9604 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9791 |
0.9804 |
| PP |
0.9781 |
0.9790 |
| S1 |
0.9772 |
0.9776 |
|